+34.3%
ACI vs LEN
+60.6%
-26.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.8% |
| 7D | -0.5% | -8.7% | +8.3% | +0.9% |
| 30D | +4.9% | +11.6% | -6.7% | +3.2% |
| 3M | +11.1% | -1.3% | +12.4% | +11.1% |
| 6M | -14.9% | -1.4% | -13.5% | -15.2% |
| YTD | -19.6% | -16.9% | -2.7% | -18.1% |
| 1Y | -22.7% | -31.2% | +8.4% | -19.2% |
| 3Y | -31.2% | -25.6% | -5.7% | -30.2% |
| 5Y | -42.3% | -13.3% | -29.1% | -44.6% |
| All | +34.3% | +60.6% | -26.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling